+49.9%
XLE vs SM
+70.4%
-20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -15.3% | +10.6% | +0.4% |
| 7D | -7.2% | -21.5% | +14.3% | +0.3% |
| 30D | +0.1% | -11.4% | +11.5% | +4.0% |
| 3M | +9.2% | +0.6% | +8.6% | +8.2% |
| 6M | +8.4% | +0.2% | +8.1% | +6.7% |
| YTD | +44.9% | +69.7% | -24.8% | +19.5% |
| 1Y | +49.9% | +71.6% | -21.7% | +23.0% |
| All | +49.9% | +70.4% | -20.5% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling